PREVIEW / futures_30min / 2011-06-17

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-06-17.parquet
  size:    67 KB
  rows:    2,238

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2011-06-17 00:00:00	ES	Futures	1261.74	1262.24	1260.5	1260.5	6778.0
2011-06-17 00:30:00	ES	Futures	1260.5	1260.74	1259.25	1259.25	6662.0
2011-06-17 01:00:00	ES	Futures	1259.25	1259.75	1257.5	1258.0	5647.0
2011-06-17 01:30:00	ES	Futures	1257.75	1259.25	1257.5	1258.5	3849.0
2011-06-17 02:00:00	ES	Futures	1258.5	1260.25	1258.25	1260.0	5479.0
2011-06-17 02:30:00	ES	Futures	1260.25	1260.99	1259.25	1260.74	6218.0
2011-06-17 03:00:00	ES	Futures	1260.5	1260.99	1257.75	1258.5	17810.0
2011-06-17 03:30:00	ES	Futures	1258.5	1258.75	1255.51	1256.26	17779.0
2011-06-17 04:00:00	ES	Futures	1256.26	1258.5	1256.01	1256.26	12153.0
2011-06-17 04:30:00	ES	Futures	1256.26	1258.5	1256.26	1257.0	8467.0
2011-06-17 05:00:00	ES	Futures	1257.0	1263.74	1256.51	1262.24	20442.0
2011-06-17 05:30:00	ES	Futures	1262.24	1265.73	1261.99	1263.99	23025.0
2011-06-17 06:00:00	ES	Futures	1263.99	1267.98	1261.74	1267.23	37701.0
2011-06-17 06:30:00	ES	Futures	1267.23	1270.97	1266.23	1269.97	34708.0
2011-06-17 07:00:00	ES	Futures	1269.72	1272.22	1269.72	1270.97	30958.0
2011-06-17 07:30:00	ES	Futures	1270.97	1274.21	1269.97	1273.22	33408.0
2011-06-17 08:00:00	ES	Futures	1273.46	1273.46	1271.22	1271.72	29948.0
2011-06-17 08:30:00	ES	Futures	1271.72	1273.46	1270.97	1272.72	36641.0
2011-06-17 09:00:00	ES	Futures	1272.72	1272.97	1270.47	1271.72	59966.0
2011-06-17 09:30:00	ES	Futures	1271.72	1271.97	1266.48	1268.73	297103.0
2011-06-17 10:00:00	ES	Futures	1268.98	1271.72	1264.24	1265.98	241997.0
2011-06-17 10:30:00	ES	Futures	1266.23	1270.47	1265.23	1268.23	145471.0
2011-06-17 11:00:00	ES	Futures	1268.23	1269.22	1265.23	1268.98	160239.0
2011-06-17 11:30:00	ES	Futures	1269.22	1269.22	1266.23	1268.23	129916.0
2011-06-17 12:00:00	ES	Futures	1268.23	1268.48	1263.49	1264.74	71976.0
2011-06-17 12:30:00	ES	Futures	1264.74	1265.48	1261.74	1263.24	85147.0
2011-06-17 13:00:00	ES	Futures	1263.24	1263.49	1260.25	1262.24	76799.0
2011-06-17 13:30:00	ES	Futures	1262.24	1264.24	1261.24	1262.24	79557.0
2011-06-17 14:00:00	ES	Futures	1261.99	1266.73	1261.74	1266.73	87483.0
2011-06-17 14:30:00	ES	Futures	1266.73	1266.98	1263.74	1264.49	68766.0
2011-06-17 15:00:00	ES	Futures	1264.49	1265.23	1258.5	1261.49	135504.0
2011-06-17 15:30:00	ES	Futures	1261.74	1265.98	1260.99	1263.24	174330.0
2011-06-17 16:00:00	ES	Futures	1262.99	1263.74	1261.99	1262.74	104901.0
2011-06-17 00:00:00	NQ	Futures	2531.18	2531.76	2528.02	2528.31	440.0
2011-06-17 00:30:00	NQ	Futures	2527.73	2529.17	2526.0	2526.0	472.0
2011-06-17 01:00:00	NQ	Futures	2526.0	2527.44	2523.13	2523.7	357.0
2011-06-17 01:30:00	NQ	Futures	2523.7	2526.0	2523.7	2525.72	103.0
2011-06-17 02:00:00	NQ	Futures	2525.14	2527.15	2524.85	2527.15	362.0
2011-06-17 02:30:00	NQ	Futures	2526.58	2527.44	2524.56	2526.87	376.0
2011-06-17 03:00:00	NQ	Futures	2526.58	2526.87	2521.69	2522.55	1546.0
2011-06-17 03:30:00	NQ	Futures	2522.26	2523.13	2518.23	2520.25	1502.0
2011-06-17 04:00:00	NQ	Futures	2520.25	2522.84	2519.39	2519.39	873.0
2011-06-17 04:30:00	NQ	Futures	2519.67	2522.55	2519.67	2520.54	687.0
2011-06-17 05:00:00	NQ	Futures	2520.25	2533.2	2519.67	2530.9	2418.0
2011-06-17 05:30:00	NQ	Futures	2530.61	2536.94	2530.61	2534.35	2667.0
2011-06-17 06:00:00	NQ	Futures	2534.35	2540.68	2529.74	2540.1	4482.0
2011-06-17 06:30:00	NQ	Futures	2540.1	2545.28	2538.38	2542.98	3331.0
2011-06-17 07:00:00	NQ	Futures	2542.98	2547.3	2542.69	2545.28	1861.0
2011-06-17 07:30:00	NQ	Futures	2545.28	2550.18	2544.13	2548.16	2747.0
2011-06-17 08:00:00	NQ	Futures	2548.16	2548.16	2542.98	2543.85	3312.0

> showing 50 of 2,238 rows — these rows as CSV

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